+82.7%
F vs HUT
+156.6%
-73.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.1% | +5.0% | -0.7% |
| 7D | +1.4% | -30.8% | +32.2% | +3.7% |
| 30D | +2.0% | -50.2% | +52.2% | +6.6% |
| 3M | -10.4% | -50.5% | +40.1% | -6.7% |
| 6M | +9.7% | -42.9% | +52.6% | +11.7% |
| YTD | -1.2% | 0.0% | -1.2% | -4.6% |
| 1Y | 0.0% | -2.2% | +2.3% | -4.0% |
| 3Y | +41.1% | +289.4% | -248.3% | +14.6% |
| 5Y | -11.4% | -36.7% | +25.3% | -27.1% |
| All | +82.7% | +156.6% | -73.9% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling